CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.1054	7.20
$α$	0.1430	7.22
$β$	0.7075	17.07
$γ_{1}$	-0.2882	-4.11
$γ_{2}$	0.2932	2.70
$γ_{3}$	0.1064	1.27
$γ_{4}$	-0.1655	-2.06
$γ_{5}$	0.0319	0.43
$γ_{6}$	0.0827	1.08
$γ_{7}$	-0.0424	-0.41
$γ_{8}$	-0.0536	-0.52

V-Lab

HIQ International AB Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other HIQ International AB Analyses